Yes, I've seen such research, but I am highly skeptical, to put it very mildly. This actually being the case is simply implausible from the physiological perspective, considering the very high (and constantly changing) concentration of CO2 in the lungs and in the bloodstream. Early research with Navy submariners was consistent with this -- no detectable impairment below 1% (10,000 ppm) and clear impairment at 3-4%. Later long term studies with 0.5% exposure (5,000 ppm) also found nothing. I put the recently popular research showing cognitive impairment as low as 600 ppm in the same mental niche as vitamin megadosing -- underpowered, low quality research with no basis in human physiology.

That said, CO2 can often serve as an easily measurable proxy for stuffy air, which can contain particulates, formaldehyde and other organic exhalations which may actually have some effect (psychological, if nothing else). But this just calls for ventilation and air filtering, not CO2 scrubbing.